+197.0%
GLD vs HUT
+194.0%
+3.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.6% | -15.4% | -1.0% |
| 7D | +4.7% | -11.4% | +16.1% | +4.8% |
| 30D | -0.9% | -41.0% | +40.1% | -0.1% |
| 3M | -4.4% | -41.9% | +37.5% | -3.7% |
| 6M | -13.6% | -51.7% | +38.1% | -12.8% |
| YTD | -6.0% | +14.6% | -20.6% | -6.6% |
| 1Y | +1.8% | +21.4% | -19.6% | +1.0% |
| 3Y | +103.2% | +359.8% | -256.7% | +96.7% |
| 5Y | +119.3% | -27.5% | +146.8% | +113.2% |
| All | +197.0% | +194.0% | +3.0% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling